-33.7%
TLT vs VRSN
+30.0%
-63.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | +0.4% | -2.1% | +2.5% | +0.6% |
| 30D | -0.3% | -3.9% | +3.6% | 0.0% |
| 3M | -1.7% | -0.1% | -1.6% | -1.8% |
| 6M | -4.9% | +16.4% | -21.3% | -6.3% |
| YTD | -2.8% | +17.2% | -20.0% | -4.4% |
| 1Y | -4.2% | +1.0% | -5.2% | -4.5% |
| 3Y | -1.1% | +39.1% | -40.2% | -5.3% |
| 5Y | -33.7% | +29.0% | -62.7% | -37.3% |
| All | -33.7% | +30.0% | -63.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling